线性模型中的刀切方差估计量

Jackknife Variance Estimators in Linear Models

Biometrika · 1992
被引 0
ABS 4

中文导读

提出一种替代Wu(1986)加权刀切方差估计量的新估计量,在线性模型中比较两者的平均损失,并讨论新估计量的渐近性质。

Abstract

An alternative to the weighted jackknife variance estimator of Wu (1986) is introduced. Motivated by the comments of Efron (1986), Ghosh (1986) and Tibshirani (1986), the performance of Wu's estimator is compared with the proposed estimator in terms of the average loss in some linear models. Some asymptotic properties of the proposed estimator are discussed.

计量经济学线性模型统计推断重抽样方法